+16.5%
SCHW vs TE
-42.2%
+58.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -1.9% | +0.2% | -2.1% | -1.8% |
| 30D | -1.6% | -5.9% | +4.3% | -1.7% |
| 3M | +21.3% | -45.6% | +66.8% | +20.0% |
| 6M | +16.5% | -43.4% | +59.9% | +16.1% |
| All | +16.5% | -42.2% | +58.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling